Parsimonious autocorrelation corrections for singular demand systems

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Abstract

Implications of the adding-up condition when estimation is in terms of additive normal errors or additive logistic normal errors is clarified. A byproduct is a parsimonious specification of the autocorrelation matrix with number of parameters equal to number of equations.

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APA

McLaren, K. R. (1996). Parsimonious autocorrelation corrections for singular demand systems. Economics Letters, 53(2), 115–121. https://doi.org/10.1016/S0165-1765(96)00915-9

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